Australian Stock Exchange All Ordinaries Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:10.77% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 35.78 | |
| 0.0802 | 38.63 | |
| 0.9064 | 436.82 | |
| 0.6857 | 31.84 | |
| 1.0893 | 41.62 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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